If I want a challenge I play tetris. If I want consequences I play tabletop rpg, there you have infinite opportunities to set things right if something bad happens, in RPG's dialogue is often awful enough that you do not always know if a dialogue option is intended as insult or compliment (since you do not know the tone of the voice when the line is said).

I play computergames almost exclusively for the fun ride and the story.
A challenge worth something to me is buying myself a house or having a child. Computer games can never get close to that.